+123.6%
HOOD vs USFR
+21.4%
+102.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.2% |
| 7D | -3.8% | +0.1% | -3.8% | -3.4% |
| 30D | -23.0% | +0.4% | -23.3% | -21.4% |
| 3M | -21.6% | +1.1% | -22.7% | -17.4% |
| 6M | +1.4% | +2.0% | -0.6% | +11.1% |
| YTD | -31.2% | +3.5% | -34.6% | -22.2% |
| 1Y | -35.9% | +4.1% | -40.0% | -27.0% |
| 3Y | +836.9% | +14.4% | +822.6% | +1,272.4% |
| 5Y | +121.1% | +21.4% | +99.7% | +455.9% |
| All | +123.6% | +21.4% | +102.2% | +471.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling